Murray made his professional performing debut with The Harold improvisational troupe in Chicago before joining Second City, for which he also performed in several of their regional companies. He made his feature film debut in the teenage comedy "One Crazy Summer" (1986). Murray was also the voice for the title character "Beethoven" (1994- ), an animated series based on the hit children's movies about a St. Bernard and his family.
Younger brother of actors Brian Doyle-Murray and Bill Murray.